BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,176
COMMITMENTS
904 1,040 1,737 6,494 6,744 9,135 9,522 1,041 654
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 269)
-13 -61 207 83 113 276 259 -7 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 10.2 17.1 63.8 66.3 89.8 93.6 10.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 9 14 20 21 34 38
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,674
COMMITMENTS
13,523 6,187 11,812 13,910 17,917 39,244 35,916 5,430 8,759
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,799)
948 921 221 839 1,141 2,007 2,283 792 516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 13.8 26.4 31.1 40.1 87.8 80.4 12.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
30 16 25 35 30 75 61
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,808
COMMITMENTS
751 695 2,745 7,615 7,728 11,111 11,168 698 641
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 292)
-15 230 -2 214 134 197 362 94 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 5.9 23.2 64.5 65.4 94.1 94.6 5.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 9 11 28 22 41 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 293,640
COMMITMENTS
60,624 65,772 96,181 113,913 94,635 270,719 256,588 22,922 37,053
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -5,311)
180 -282 -5,484 1,387 -17 -3,916 -5,783 -1,395 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 22.4 32.8 38.8 32.2 92.2 87.4 7.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
100 100 132 89 83 258 263
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 432,373
COMMITMENTS
107,195 87,774 115,966 165,297 176,463 388,458 380,204 43,915 52,169
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 4,232)
-2,065 3,753 -718 3,852 -48 1,069 2,986 3,163 1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 20.3 26.8 38.2 40.8 89.8 87.9 10.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
130 122 157 161 162 373 371
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,484
COMMITMENTS
3,806 1,348 904 889 3,715 5,599 5,966 1,886 1,518
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 166)
-17 -15 246 11 -105 241 126 -75 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.8 18.0 12.1 11.9 49.6 74.8 79.7 25.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
36 16 14 13 21 58 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,504
COMMITMENTS
12,152 14,670 16,189 18,267 12,462 46,608 43,321 10,896 14,182
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,928)
328 1,337 1,914 164 -364 2,406 2,886 522 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 25.5 28.2 31.8 21.7 81.1 75.3 18.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
48 64 61 70 60 152 162
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,980
COMMITMENTS
0 2,647 163 2,835 779 2,998 3,589 982 391
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 149)
-235 24 13 568 107 346 144 -198 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 66.5 4.1 71.2 19.6 75.3 90.2 24.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 8 5 14 6 19 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,597
COMMITMENTS
1,664 10,608 5,243 25,497 14,595 32,404 30,446 1,192 3,151
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 747)
-102 229 -85 634 610 448 754 299 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 31.6 15.6 75.9 43.4 96.5 90.6 3.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 17 12 28 33 48 53
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 26,991
COMMITMENTS
12,309 1,446 7 12,393 23,345 24,709 24,798 2,282 2,193
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -2,326)
-1,178 -2,663 7 -1,681 0 -2,852 -2,656 526 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 5.4 0.0 45.9 86.5 91.5 91.9 8.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 6 1 6 6 16 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 150,115
COMMITMENTS
29,069 53,147 16,363 73,531 46,100 118,963 115,610 31,152 34,505
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -649)
-2,839 -685 -947 2,546 254 -1,240 -1,378 591 729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 35.4 10.9 49.0 30.7 79.2 77.0 20.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 29 22 28 29 64 69
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 105,453
COMMITMENTS
25,724 62,499 958 72,036 11,220 98,718 74,678 6,735 30,775
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 5,833)
34 3,867 305 5,240 953 5,579 5,125 254 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 59.3 0.9 68.3 10.6 93.6 70.8 6.4 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 32 3 16 14 27 47
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 184,194
COMMITMENTS
86,290 33,443 1,749 90,563 144,289 178,602 179,481 5,592 4,713
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -16,062)
-23,623 -223 714 8,321 -18,059 -14,589 -17,568 -1,474 1,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 18.2 0.9 49.2 78.3 97.0 97.4 3.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
53 44 10 15 24 72 74
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 236,118
COMMITMENTS
61,360 53,151 34,003 107,360 116,652 202,723 203,807 33,395 32,311
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,934)
-3,559 813 1,955 6,393 474 4,789 3,241 -1,855 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 22.5 14.4 45.5 49.4 85.9 86.3 14.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
44 30 30 30 41 86 90
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 201,147
COMMITMENTS
59,799 59,330 29,726 83,335 77,259 172,860 166,315 28,286 34,831
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 12,716)
10,830 977 6,408 -3,929 2,408 13,309 9,793 -593 2,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 29.5 14.8 41.4 38.4 85.9 82.7 14.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
39 37 33 40 36 91 94
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 596,415
COMMITMENTS
205,881 105,948 65,497 245,015 361,092 516,393 532,537 80,022 63,878
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -6,993)
-14,560 -2,013 5,745 4,838 -14,174 -3,978 -10,442 -3,015 3,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 17.8 11.0 41.1 60.5 86.6 89.3 13.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
103 69 74 79 70 207 190
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,107
COMMITMENTS
12,215 5,053 360 8,838 26,195 21,413 31,608 13,694 3,499
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 8)
-259 -41 45 -41 -131 -255 -127 263 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 14.4 1.0 25.2 74.6 61.0 90.0 39.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 8 5 9 9 22 19
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 39,889
COMMITMENTS
7,635 33,320 86 30,517 4,366 38,238 37,772 1,651 2,117
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 442)
418 361 79 -121 -216 376 224 66 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 83.5 0.2 76.5 10.9 95.9 94.7 4.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 15 2 6 8 20 25
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 59,874
COMMITMENTS
28,754 26,801 440 27,040 26,376 56,234 53,617 3,640 6,257
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 10,149)
-250 10,343 182 9,943 -1,005 9,875 9,520 274 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 44.8 0.7 45.2 44.1 93.9 89.5 6.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 43 8 13 10 45 57
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,193
COMMITMENTS
9,384 2,874 451 1,121 7,551 10,956 10,876 1,237 1,317
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 1,713)
1,785 1,706 -34 -74 4 1,677 1,676 36 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.0 23.6 3.7 9.2 61.9 89.9 89.2 10.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 10 1 1 4 13 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 31,004,463
COMMITMENTS
912,319 3722037 14583293 14849564 11295882 30345176 29601212 659,287 1403251
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -594,551)
3,981 -296,510 -182,136 -384,010 -35,074 -562,165 -513,720 -32,386 -80,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 12.0 47.0 47.9 36.4 97.9 95.5 2.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
58 129 149 127 139 288 327
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 2,505
COMMITMENTS
1,675 2,052 26 0 0 1,701 2,078 804 427
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 20)
0 -23 6 0 0 6 -17 14 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.9 81.9 1.0 0.0 0.0 67.9 83.0 32.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 16 2 0 0 13 17
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 883,274
COMMITMENTS
100,679 62,343 139,939 502,887 554,237 743,506 756,520 139,769 126,754
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 19,675)
619 -9,006 2,294 12,707 20,878 15,621 14,166 4,054 5,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 7.1 15.8 56.9 62.7 84.2 85.6 15.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636)
176 125 156 258 253 496 473
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 125,259
COMMITMENTS
11,057 8,186 12,400 78,802 33,090 102,259 53,676 23,000 71,583
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 3,926)
412 -842 1,627 1,192 132 3,231 917 696 3,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 6.5 9.9 62.9 26.4 81.6 42.9 18.4 57.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 14 22 31 24 60 49
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE Code-138748
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Consumer Stapl OPEN INTEREST: 25,448
COMMITMENTS
0 2,531 0 24,653 22,254 24,653 24,785 795 663
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -437)
0 -6 0 -195 -247 -195 -253 -242 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.9 0.0 96.9 87.4 96.9 97.4 3.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 0 10 13 10 16
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 29,085
COMMITMENTS
9,652 538 0 17,293 27,826 26,945 28,364 2,140 721
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 6,157)
6,134 0 0 92 6,136 6,226 6,136 -69 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 1.8 0.0 59.5 95.7 92.6 97.5 7.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 1 0 12 12 20 13
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,790,075
COMMITMENTS
509,066 331,746 576,738 2120427 2605736 3206231 3514221 583,844 275,855
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 78,743)
-797 -42,658 5,171 57,578 103,733 61,951 66,246 16,792 12,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 8.8 15.2 55.9 68.8 84.6 92.7 15.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
169 120 151 251 248 477 462
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde OPEN INTEREST: 31,635
COMMITMENTS
3,815 0 0 25,579 30,958 29,394 30,958 2,241 677
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 240)
-31 0 0 203 87 172 87 68 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.0 0.0 80.9 97.9 92.9 97.9 7.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 0 0 12 13 19 13
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Health Care In OPEN INTEREST: 8,048
COMMITMENTS
600 700 0 6,093 6,688 6,693 7,388 1,355 660
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -24)
0 0 0 92 -131 92 -131 -116 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 8.7 0.0 75.7 83.1 83.2 91.8 16.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 9 8 10 10
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Technology Ind OPEN INTEREST: 10,798
COMMITMENTS
2,855 1,517 0 6,298 8,675 9,153 10,192 1,645 606
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 307)
619 0 0 -290 511 329 511 -22 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 14.0 0.0 58.3 80.3 84.8 94.4 15.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 8 13 12 14
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 x S&P Select Sector Utilities Inde OPEN INTEREST: 27,297
COMMITMENTS
200 1,351 0 26,007 25,385 26,207 26,736 1,090 561
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -1,662)
0 0 0 -1,699 -1,620 -1,699 -1,620 37 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.9 0.0 95.3 93.0 96.0 97.9 4.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 8 14 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 77,138
COMMITMENTS
15,246 3,900 89 51,001 69,057 66,336 73,046 10,802 4,092
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 476)
718 194 14 -655 343 77 551 399 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 5.1 0.1 66.1 89.5 86.0 94.7 14.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 7 3 41 34 56 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,476
COMMITMENTS
14,099 14,097 2,571 29,706 27,146 46,376 43,814 7,100 9,663
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,948)
1,724 482 -455 929 575 2,198 602 750 2,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 26.4 4.8 55.6 50.8 86.7 81.9 13.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
62 72 24 84 99 158 183
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 267,382
COMMITMENTS
70,496 70,484 12,854 148,532 135,731 231,882 219,069 35,501 48,313
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 14,742)
8,622 2,410 -2,274 4,645 2,876 10,992 3,012 3,750 11,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 26.4 4.8 55.6 50.8 86.7 81.9 13.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
62 72 24 84 99 158 183
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 197,734
COMMITMENTS
72,110 93,510 17,139 86,920 45,347 176,170 155,997 21,564 41,737
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 12,242)
9,228 15,288 -478 7,074 -3,917 15,824 10,893 -3,582 1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 47.3 8.7 44.0 22.9 89.1 78.9 10.9 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
23 39 23 21 25 53 78
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 521,439
COMMITMENTS
142,660 91,069 14,019 343,667 400,124 500,346 505,213 21,093 16,226
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 2,585)
15,120 664 -6,441 -6,519 8,078 2,160 2,301 426 284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 17.5 2.7 65.9 76.7 96.0 96.9 4.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
71 50 24 114 112 193 178
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,659
COMMITMENTS
15,731 5,032 1,122 21,488 34,976 38,341 41,130 6,318 3,529
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -547)
-826 -374 124 65 -60 -637 -310 90 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 11.3 2.5 48.1 78.3 85.9 92.1 14.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 4 2 16 9 34 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,995
COMMITMENTS
12,583 15,628 841 39,349 26,215 52,773 42,684 9,222 19,311
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: -4,935)
-526 -605 -144 -3,467 -3,553 -4,137 -4,302 -798 -633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 25.2 1.4 63.5 42.3 85.1 68.9 14.9 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 18 6 27 15 45 35
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 108,970
COMMITMENTS
30,890 2,940 23,266 54,763 82,671 108,919 108,877 51 93
CHANGES FROM 05/08/18 (CHANGE IN OPEN INTEREST: 362)
798 0 22 -460 340 360 362 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 2.7 21.4 50.3 75.9 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 1 2 14 16 24 19
Updated May 18, 2018